-5.1%
IMTX vs SPY
+220.5%
-225.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | -6.3% | -1.4% | -4.9% | -5.4% |
| 3M | -0.5% | +3.7% | -4.3% | -2.7% |
| 6M | -8.9% | +13.0% | -21.9% | -15.4% |
| YTD | -13.2% | +12.4% | -25.6% | -19.0% |
| 1Y | +57.3% | +18.5% | +38.8% | +42.7% |
| 3Y | -25.2% | +77.6% | -102.8% | -44.3% |
| 5Y | -41.1% | +81.7% | -122.8% | -57.0% |
| All | -5.1% | +220.5% | -225.6% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling